ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 05-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
111-30 |
112-16 |
0-18 |
0.5% |
111-19 |
| High |
112-16 |
112-23 |
0-07 |
0.2% |
112-23 |
| Low |
111-30 |
111-08 |
-0-22 |
-0.6% |
111-08 |
| Close |
112-11 |
112-03 |
-0-08 |
-0.2% |
112-03 |
| Range |
0-18 |
1-15 |
0-29 |
161.1% |
1-15 |
| ATR |
0-15 |
0-17 |
0-02 |
15.1% |
0-00 |
| Volume |
186 |
430 |
244 |
131.2% |
1,201 |
|
| Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-14 |
115-23 |
112-29 |
|
| R3 |
114-31 |
114-08 |
112-16 |
|
| R2 |
113-16 |
113-16 |
112-12 |
|
| R1 |
112-25 |
112-25 |
112-07 |
112-13 |
| PP |
112-01 |
112-01 |
112-01 |
111-26 |
| S1 |
111-10 |
111-10 |
111-31 |
110-30 |
| S2 |
110-18 |
110-18 |
111-26 |
|
| S3 |
109-03 |
109-27 |
111-22 |
|
| S4 |
107-20 |
108-12 |
111-09 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-14 |
115-23 |
112-29 |
|
| R3 |
114-31 |
114-08 |
112-16 |
|
| R2 |
113-16 |
113-16 |
112-12 |
|
| R1 |
112-25 |
112-25 |
112-07 |
113-04 |
| PP |
112-01 |
112-01 |
112-01 |
112-06 |
| S1 |
111-10 |
111-10 |
111-31 |
111-22 |
| S2 |
110-18 |
110-18 |
111-26 |
|
| S3 |
109-03 |
109-27 |
111-22 |
|
| S4 |
107-20 |
108-12 |
111-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-23 |
111-08 |
1-15 |
1.3% |
0-17 |
0.5% |
57% |
True |
True |
246 |
| 10 |
112-30 |
111-06 |
1-24 |
1.6% |
0-16 |
0.4% |
52% |
False |
False |
170 |
| 20 |
114-00 |
111-06 |
2-26 |
2.5% |
0-14 |
0.4% |
32% |
False |
False |
98 |
| 40 |
114-22 |
111-06 |
3-16 |
3.1% |
0-09 |
0.3% |
26% |
False |
False |
54 |
| 60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
45% |
False |
False |
36 |
| 80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
45% |
False |
False |
28 |
| 100 |
114-22 |
109-12 |
5-10 |
4.7% |
0-06 |
0.2% |
51% |
False |
False |
22 |
| 120 |
114-22 |
107-16 |
7-06 |
6.4% |
0-05 |
0.1% |
64% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-31 |
|
2.618 |
116-18 |
|
1.618 |
115-03 |
|
1.000 |
114-06 |
|
0.618 |
113-20 |
|
HIGH |
112-23 |
|
0.618 |
112-05 |
|
0.500 |
112-00 |
|
0.382 |
111-26 |
|
LOW |
111-08 |
|
0.618 |
110-11 |
|
1.000 |
109-25 |
|
1.618 |
108-28 |
|
2.618 |
107-13 |
|
4.250 |
105-00 |
|
|
| Fisher Pivots for day following 05-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-02 |
112-02 |
| PP |
112-01 |
112-01 |
| S1 |
112-00 |
112-00 |
|